Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 98246.0438 | 58888.713 | 39357.3308 | 100524.121 | 78885.8052 | 21638.3159 |
Total P&L (%) | 98.246 | 58.8887 | 39.3573 | 100.5241 | 78.8858 | 21.6383 |
Avg Daily Profit (%) | 0.7073 | 0.4239 | 0.2833 | 0.5021 | 0.4196 | 0.1411 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -47297 | -25878 | -50968 | -59054 | -23379 | -63152 |
Profit Factor | 1.5521 | 1.8908 | 1.3519 | 1.4693 | 2.158 | 1.1481 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Losing Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Profitability (%) | 73.6364 | 72.7273 | 74.5455 | 73.6364 | 72.7273 | 74.5455 |
Ratio Avg Win / Avg Loss | 0.5557 | 0.709 | 0.4616 | 0.5261 | 0.8092 | 0.392 |
Largest Winning Trade | 13064 | 10967 | 13064 | 12780 | 11645 | 12780 |
Largest Losing Trade | -38986 | -16163 | -38986 | -46881 | -15085 | -46881 |
Avg Bars in Trades | 118 | 115 | 121 | 118 | 115 | 121 |
Avg Bars in Winners | 92 | 88 | 96 | 92 | 88 | 96 |
Avg Bars in Losers | 190 | 186 | 194 | 190 | 186 | 194 |
Bars Traded | 12989 | 6329 | 6660 | 12989 | 6329 | 6660 |
Profit Streak | 144.3393 | 144.3393 | 153.3705 | 144.3393 | 144.3393 | 153.3705 |
Trades During Streak | 4 | 2 | 6 | 4 | 2 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 545394 | -168322 | -172424 | 464068 | -167103 | -246900 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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